I don't remember it being necessary before and I haven't really used that processor for a long time
This is certainly the first I've heard of Ledger using BitPay, but it could have been that way for years and I would have never known.
The only safe way of shopping left is to find a physical store, put on a cap and a protective mask and pay with cash, preferably outside the place of residence.
If the only way of buying a Ledger online is either through a KYCed fiat method or a KYC enforcing bitcoin processor such as BitPay, then you should simply never buy a Ledger online. With all the time Ledger can spend integrating debit cards and instant exchangers and other privacy invading trash in to Ledger Live, you would think they could just set up their own instance of BTCPay or similar.